IHY Options History — June 2024 In June 2024, IHY traded between $20.45 and $20.69. ATM implied volatility averaged 30.0%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 25.9% (HV 20d: 4.1%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days.
Notable Days 2024-06-10 : Largest IV spike — 300.3% change2024-06-11 : Highest IV Rank — 54.3%2024-06-25 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $20.56 $20.45 $20.69 $20.65 $20.55 Max Pain $18.00 $18.00 $18.00 $18.00 $18.00 ATM IV 30.0% 14.6% 82.0% 31.5% 20.8% Expected Move 6.7% 3.6% 10.4% 9.0% 6.0% HV 20d 4.1% 3.8% 4.4% 3.8% 3.9% HV 60d 5.2% 4.8% 5.4% 5.3% 4.8% IV Rank 17.7% 6.9% 54.3% 18.7% 11.2% IV Percentile 53.4% 27.8% 96.8% 60.7% 43.3% Term Structure -8.5% -33.4% 5.8% -2.7% 5.8% Skew 25d -4.3% -28.7% 19.4% -28.4% 0.0% Skew 10d 4.9% 1.1% 8.5% 5.1% 5.5% Call IV 25d 49.3% 16.9% 69.9% 60.8% 59.5% Put IV 25d 45.0% 16.9% 73.3% 32.4% 59.5% Bid-Ask Spread % 164.54 161.96 171.46 166.53 162.05 Gamma HHI 0.53 0.47 0.66 0.56 0.49 Net GEX 577 303 939 725 501 Net DEX -3.9K -4.6K -2.9K -4.2K -4.2K Net VEX -26 -35 -12 -30 -21 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 21 21 21 21 21
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2024-06-03 $20.65 $0.00 31.5% 9.0% 3.8% 18.7% 0.0% -28.4% -2.7% 725 -4.2K -30 0.00 166.53 0 0 11 10 2024-06-04 $20.64 $0.00 31.7% 9.1% 3.8% 18.9% 0.0% -28.7% -2.9% 830 -3.7K -24 0.00 165.81 0 0 11 10 2024-06-05 $20.69 $0.00 14.6% 4.2% 3.9% 6.9% 0.0% 19.4% 0.8% 939 -3.2K -20 0.00 165.55 0 0 11 10 2024-06-06 $20.65 $18.00 21.1% 4.0% 4.0% 11.5% 0.0% -17.1% -5.4% 852 -3.6K -23 0.00 169.23 0 0 11 10 2024-06-07 $20.58 $18.00 18.4% 3.6% 4.2% 9.6% 0.0% -8.2% -0.8% 573 -4.2K -32 0.00 171.46 0 0 11 10 2024-06-10 $20.51 $18.00 73.8% 3.8% 4.3% 48.5% 0.0% -3.6% -2.9% 694 -3.0K -21 0.00 163.21 0 0 11 10 2024-06-11 $20.52 $18.00 82.0% 8.8% 4.3% 54.3% 0.0% -3.1% -33.4% 415 -4.1K -35 0.00 162.37 0 0 11 10 2024-06-12 $20.60 $18.00 27.9% 8.0% 4.4% 16.2% 0.0% -9.5% -32.1% 488 -4.5K -33 0.00 171.46 0 0 11 10 2024-06-13 $20.55 $18.00 21.4% 6.1% 3.9% 11.6% 0.0% -7.5% -3.5% 510 -4.1K -31 0.00 162.48 0 0 11 10 2024-06-14 $20.45 $18.00 28.4% 8.1% 4.2% 16.6% 0.0% 9.1% -15.9% 566 -2.9K -23 0.00 165.08 0 0 11 10 2024-06-17 $20.50 $18.00 24.3% 7.0% 4.3% 13.6% 0.0% -1.6% -21.4% 364 -4.1K -34 0.00 164.13 0 0 11 10 2024-06-18 $20.54 $18.00 19.4% 5.5% 4.3% 10.2% 0.0% 6.3% -8.2% 575 -3.8K -25 0.00 164.00 0 0 11 10 2024-06-20 $20.52 $18.00 18.3% 5.2% 4.3% 9.4% 0.0% -4.6% -2.9% 546 -3.9K -24 0.00 162.37 0 0 11 10 2024-06-21 $20.52 $18.00 18.1% 5.2% 4.0% 9.3% 0.0% 1.7% 1.8% 517 -4.0K -24 0.00 161.96 0 0 11 10 2024-06-24 $20.55 $18.00 35.0% 10.0% 4.0% 21.2% 0.0% 1.4% -19.5% 303 -4.5K -33 0.00 162.09 0 0 11 10 2024-06-25 $20.57 $18.00 36.3% 10.4% 3.8% 22.1% 0.0% -4.2% -12.5% 349 -4.6K -30 0.00 162.11 0 0 11 10 2024-06-26 $20.49 $18.00 26.1% 7.5% 4.1% 15.0% 0.0% 1.4% -2.5% 488 -3.9K -22 0.00 162.07 0 0 11 10 2024-06-27 $20.52 $18.00 20.3% 5.8% 3.9% 10.9% 0.0% -3.8% -4.2% 721 -3.5K -12 0.00 162.36 0 0 11 10 2024-06-28 $20.55 $18.00 20.8% 6.0% 3.9% 11.2% 0.0% 0.0% 5.8% 501 -4.2K -21 0.00 162.05 0 0 11 10
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